Advanced Engineering Mathematics, 10th Edition

CHAPTER 4

Systems of ODEs. Phase Plane. Qualitative Methods

Tying in with Chap. 3, we present another method of solving higher order ODEs in Sec. 4.1. This converts any nth-order ODE into a system of n first-order ODEs. We also show some applications. Moreover, in the same section we solve systems of first-order ODEs that occur directly in applications, that is, not derived from an nth-order ODE but dictated by the application such as two tanks in mixing problems and two circuits in electrical networks. (The elementary aspects of vectors and matrices needed in this chapter are reviewed in Sec. 4.0 and are probably familiar to most students.)

In Sec. 4.3 we introduce a totally different way of looking at systems of ODEs. The method consists of examining the general behavior of whole families of solutions of ODEs in the phase plane, and aptly is called the phase plane method. It gives information on the stability of solutions. (Stability of a physical system is desirable and means roughly that a small change at some instant causes only a small change in the behavior of the system at later times.) This approach to systems of ODEs is a qualitative method because it depends only on the nature of the ODEs and does not require the actual solutions. This can be very useful because it is often difficult or even impossible to solve systems of ODEs. In contrast, the approach of actually solving ...